| Metric | 12313901:solusd:triple_med_gx:zlema245_45 | 12313901:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 155.2% | 88.25% |
| Max Drawdown | -39.77% | -93.44% |
| Sharpe | 0.39 | 0.34 |
| Sortino | 0.62 | 0.51 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 21.04 | 3.39 |
| Outlier Loss Ratio | 3.75 | 3.12 |
| Volatility (ann.) | 25.14% | 50.52% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.78 | 0.21 |
| Skew | 1.66 | 0.47 |
| Kurtosis | 32.28 | 11.08 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.2% | 1.48% |
| Expected Yearly % | 26.39% | 17.13% |
| Kelly Criterion | 1.97% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -4.3% |
| Expected Shortfall (cVaR) | -2.14% | -4.3% |
| Year | 12313901:SOLUSD | 12313901:solusd:triple_med_gx:zlema245_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.09 | -30.35 | 0.34 | + |
| 2023 | 921.46 | 260.12 | 0.28 | - |
| 2024 | 85.41 | 36.94 | 0.43 | - |
| 2025 | -8.87 | -25.70 | 2.90 | - |
| Metric | 12313901:solusd:triple_med_gx:zlema245_45 | 12313901:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 15.66% | 36.47% |
| 6M | -23.0% | -8.22% |
| YTD | -25.7% | -8.87% |
| 1Y | -20.44% | 7.09% |
| 3Y (ann.) | 40.15% | 63.14% |
| 5Y (ann.) | 31.12% | 20.08% |
| Metric | 12313901:solusd:triple_med_gx:zlema245_45 | 12313901:SOLUSD |
|---|---|---|
| Max Drawdown | -39.77% | -93.44% |
| Longest DD Days | 299.0 | 703.0 |
| Avg. Drawdown | -9.74% | -14.34% |
| Avg. Drawdown Days | 42.0 | 52.0 |
| Recovery Factor | 3.9 | 0.94 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-17 | -39.77 | 173 |
| 2022-04-05 | 2023-01-29 | -39.22 | 299 |
| 2023-02-02 | 2023-07-13 | -36.98 | 160 |
| 2024-05-22 | 2025-01-24 | -28.64 | 246 |
| 2024-01-02 | 2024-03-14 | -25.35 | 71 |
| 2023-11-16 | 2023-12-21 | -24.06 | 35 |
| 2022-02-10 | 2022-03-30 | -18.37 | 48 |
| 2023-07-20 | 2023-10-31 | -17.90 | 102 |
| 2024-03-21 | 2024-05-15 | -10.39 | 55 |
| 2023-01-29 | 2023-02-02 | -9.38 | 3 |
| Metric | 12313901:solusd:triple_med_gx:zlema245_45 | 12313901:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 39.76% | 43.67% |
| Worst Week | -16.95% | -51.66% |
| Best Month | 45.3% | 140.02% |
| Worst Month | -22.45% | -56.44% |
| Best Year | 260.12% | 921.46% |
| Worst Year | -30.35% | -89.09% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.56% | -1.7% |
| Avg. Up Week | 9.19% | 14.27% |
| Avg. Down Week | -5.99% | -9.03% |
| Avg. Up Month | 20.17% | 42.55% |
| Avg. Down Month | -7.46% | -21.82% |
| Win Days % | 47.03% | 50.09% |
| Win Month % | 43.24% | 53.49% |
| Win Week % | 46.43% | 47.28% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |